ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	124-087	124-110	0-023	0.1%	124-030
High	124-137	124-122	-0-015	0.0%	124-090
Low	124-077	124-022	-0-055	-0.1%	123-292
Close	124-122	124-040	-0-082	-0.2%	124-075
Range	0-060	0-100	0-040	66.7%	0-118
ATR	0-076	0-077	0-002	2.3%	0-000
Volume	361,307	454,358	93,051	25.8%	1,628,014

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-041	124-301	124-095
R3	124-261	124-201	124-068
R2	124-161	124-161	124-058
R1	124-101	124-101	124-049	124-081
PP	124-061	124-061	124-061	124-052
S1	124-001	124-001	124-031	123-301
S2	123-281	123-281	124-022
S3	123-181	123-221	124-012
S4	123-081	123-121	123-305

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-035	124-140
R3	124-282	124-237	124-107
R2	124-164	124-164	124-097
R1	124-119	124-119	124-086	124-142
PP	124-046	124-046	124-046	124-057
S1	124-001	124-001	124-064	124-024
S2	123-248	123-248	124-053
S3	123-130	123-203	124-043
S4	123-012	123-085	124-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-137	123-297	0-160	0.4%	0-086	0.2%	39%	False	False	429,930
10	124-137	123-222	0-235	0.6%	0-085	0.2%	59%	False	False	405,764
20	124-180	123-222	0-278	0.7%	0-076	0.2%	50%	False	False	432,960
40	124-247	123-222	1-025	0.9%	0-072	0.2%	40%	False	False	447,059
60	124-247	123-100	1-147	1.2%	0-074	0.2%	56%	False	False	393,417
80	124-247	123-100	1-147	1.2%	0-065	0.2%	56%	False	False	295,558
100	124-247	123-040	1-207	1.3%	0-053	0.1%	61%	False	False	236,450

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-227
2.618	125-064
1.618	124-284
1.000	124-222
0.618	124-184
HIGH	124-122
0.618	124-084
0.500	124-072
0.382	124-060
LOW	124-022
0.618	123-280
1.000	123-242
1.618	123-180
2.618	123-080
4.250	122-237

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	124-072	124-057
PP	124-061	124-051
S1	124-051	124-046

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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